+617.9%
VRSK vs DOC
+100.7%
+517.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | -3.1% | -1.5% | -1.6% | -2.8% |
| 30D | -1.6% | -4.8% | +3.2% | -0.3% |
| 3M | +3.5% | +6.9% | -3.4% | +1.8% |
| 6M | -13.4% | +20.7% | -34.1% | -18.1% |
| YTD | -16.5% | +34.1% | -50.7% | -23.4% |
| 1Y | -30.6% | +22.6% | -53.2% | -34.8% |
| 3Y | -21.9% | +20.8% | -42.7% | -27.5% |
| 5Y | -6.3% | -24.9% | +18.6% | -1.7% |
| 10Y | +133.1% | -1.8% | +134.9% | +120.1% |
| All | +617.9% | +100.7% | +517.2% | +472.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling